+40.3%
EWY vs CARR
-1.7%
+42.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -2.4% |
| 7D | +1.2% | -4.1% | +5.4% | +4.6% |
| 30D | +9.3% | -11.0% | +20.3% | +19.5% |
| 3M | +2.4% | -16.4% | +18.8% | +18.5% |
| 6M | +40.3% | -2.4% | +42.6% | +42.1% |
| All | +40.3% | -1.7% | +42.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CARR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling